No.
Nama Emiten
Variabel
Inflasi
(%)
Suku Bunga BI (%)
Kurs
(Rp)
Harga Saham (Rp)
1
PT Astra Agro Lestari Tbk (AALI)
6,40
8,60
7.717,34
17.113
2
PT PP London Sumatera Tbk (LSIP)
6,40
8,60
7.717,34
7.275
3
PT Bakrie Sumatra Plantation Tbk
(UNSP)
6,40
8,60
7.717,34
1.514
4
PT Tunas Baru Lampung Tbk (TBLA)
6,40
8,60
7.717,34
503
5
PT Sampoerna Agro Tbk (SGRO)
6,40
8,60
7.717,34
2.661
Lampiran 2. Data Variabel Independen dan Dependen Tahun 2008
No.
Nama Emiten
Variabel
Inflasi
(%)
Suku Bunga BI (%)
Kurs
(Rp)
Harga Saham (Rp)
1
PT Astra Agro Lestari Tbk (AALI)
10,31
8,67
8.240,32
20.367
2
PT PP London Sumatera Tbk (LSIP)
10,31
8,67
8.240,32
7.363
3
PT Bakrie Sumatra Plantation Tbk
(UNSP)
10,31
8,67
8.240,32
1.275
4
PT Tunas Baru Lampung Tbk (TBLA)
10,31
8,67
8.240,32
459
5
PT Sampoerna Agro Tbk (SGRO)
10,31
8,67
8.240,32
2.922
Lampiran 3. Data Variabel Independen dan Dependen Tahun 2009
No.
Nama Emiten
Variabel
Inflasi
(%)
Suku Bunga BI (%)
Kurs
(Rp)
Harga Saham (Rp)
1
PT Astra Agro Lestari Tbk (AALI)
4,90
7,15
8.186
18.071
2
PT PP London Sumatera Tbk (LSIP)
4,90
7,15
8.186
6.075
3
PT Bakrie Sumatra Plantation Tbk
(UNSP)
4,90
7,15
8.186
616
4
PT Tunas Baru Lampung Tbk (TBLA)
4,90
7,15
8.186
293
Lampiran 5. Data Variabel Independen dan Dependen Tahun 2011
No.
Nama Emiten
Variabel
Inflasi
(%)
Suku Bunga BI (%)
Kurs
(Rp)
Harga Saham (Rp)
1
PT Astra Agro Lestari Tbk (AALI)
5,38
6,58
9.114,14
22.188
2
PT PP London Sumatera Tbk (LSIP)
5,38
6,58
9.114,14
3.038
3
PT Bakrie Sumatra Plantation Tbk
(UNSP)
5,38
6,58
9.114,14
351
4
PT Tunas Baru Lampung Tbk (TBLA)
5,38
6,58
9.114,14
548
5
PT Sampoerna Agro Tbk (SGRO)
5,38
6,58
9.114,14
3.171
Lampiran 6. Data Variabel Independen dan Dependen Tahun 2012
No.
Nama Emiten
Variabel
Inflasi
(%)
Suku Bunga BI (%)
Kurs
(Rp)
Harga Saham (Rp)
1
PT Astra Agro Lestari Tbk (AALI)
4,28
5,77
9.770,11
21.171
2
PT PP London Sumatera Tbk (LSIP)
4,28
5,77
9.770,11
2.504
3
PT Bakrie Sumatra Plantation Tbk
(UNSP)
4,28
5,77
9.770,11
196
4
PT Tunas Baru Lampung Tbk (TBLA)
4,28
5,77
9.770,11
547
5
PT Sampoerna Agro Tbk (SGRO)
4,28
5,77
9.770,11
2.910
Lampiran 4. Data Variabel Independen dan Dependen Tahun 2010
No.
Nama Emiten
Variabel
Inflasi
(%)
Suku Bunga BI (%)
Kurs
(Rp)
Harga Saham (Rp)
1
PT Astra Agro Lestari Tbk (AALI)
5,13
6,50
8.357,29
22.201
2
PT PP London Sumatera Tbk (LSIP)
5,13
6,50
8.357,29
9.071
3
PT Bakrie Sumatra Plantation Tbk
(UNSP)
5,13
6,50
8.357,29
409
4
PT Tunas Baru Lampung Tbk (TBLA)
5,13
6,50
8.357,29
393
Lampiran 2. Hasil Uji Multikolinearitas
Coefficientsa Model Unstandardized Coefficients Standardiz ed Coefficient st Sig.
Correlations
Collinearity
Statistics
B Std. Error Beta
Zero-order Partial Part
Toleran
ce VIF
1 (Constant) -4032.604 15609.29
2
-.258 .797
INFLASI -136.359 350.347 -.068 -.389 .698 -.307 -.047 -.039 .325 3.076
SUKUBUN
GA
-228.131 1086.542 -.054 -.210 .834 -.490 -.025 -.021 .150 6.650
KURS 3.116 1.161 .490 2.685 .009 .560 .310 .268 .299 3.341
a. Dependent Variable: AALI
Coefficientsa Model Unstandardized Coefficients Standardiz ed Coefficient s
t Sig.
Correlations
Collinearity
Statistics
B Std. Error Beta
Zero-order Partial Part
Toleran
ce VIF
1 (Constant) -4752.856 2691.383 -1.766 .082
INFLASI -16.927 68.318 -.055 -.248 .805 -.132 -.031 -.027 .237 4.213
SUKUBUNG
ABI
184.353 210.507 .254 .876 .384 -.270 .110 .095 .138 7.223
KURS .723 .195 .657 3.716 .000 .496 .424 .402 .374 2.673
Coefficientsa Model Unstandardized Coefficients Standardiz ed Coefficient s
t Sig.
Correlations
Collinearity
Statistics
B Std. Error Beta
Zero-order Partial Part
Toleran
ce VIF
1 (Constant) -1875.131 427.381 -4.387 .000
INFLASI -19.940 11.170 -.364 -1.785 .079 -.117 -.221 -.171 .220 4.550
SUKUBUNG
ABI
106.348 34.302 .814 3.100 .003 -.209 .366 .296 .133 7.546
KURS .197 .031 .990 6.415 .000 .567 .632 .613 .384 2.605
a. Dependent Variable: TBLA
Coefficientsa Model Unstandardized Coefficients Standardiz ed Coefficient s
t Sig.
Correlations
Collinearity
Statistics
B Std. Error Beta
Zero-order Partial Part
Toleran
ce VIF
1 (Constant) 23650.40
5
11841.16
2
1.997 .050
INFLASI 43.824 265.772 .033 .165 .870 .082 .020 .019 .325 2,417
SUKUBUNG
ABI
-435.092 824.248 -.157 -.528 .599 .194 -.064 -.061 .150 4,005
KURS -1.739 .880 -.415 -1.975 .052 -.306 -.233 -.227 .299 5,668
Lampiran. 8 Hasil Uji Heteroskedastisitas
Coefficientsa
Model
Unstandardized
Coefficients
Standardiz
ed
Coefficient
s
t Sig.
Correlations
Collinearity
Statistics
B Std. Error Beta
Zero-order Partial Part
Toleran
ce VIF
1 (Constant) -6077.361 1842.923 -3.298 .002
INFLASI -127.303 41.364 -.506 -3.078 .003 .289 -.350 -.288 .325 3,876
SUKUBUNG
ABI
667.728 128.283 1.258 5.205 .000 .557 .534 .488 .150 3,566
KURS .322 .137 .403 2.352 .022 -.378 .274 .220 .299 5,677
a. Dependent Variable: UNSP
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -20322.641 8920.914 -2.278 .026
NILAITUKAR 1.495 .663 .433 2.254 .027
SUKUBUNGA 1304.286 620.973 .569 2.100 .039
INFLASI 192.871 200.228 .178 .963 .339
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) 1261.060 5320.940 .237 .813
KURS .181 .396 .089 .457 .649
SUKUBUNGABI -372.396 370.384 -.276 -1.005 .318
INFLASI 417.065 119.427 .653 3.492 .061
a. Dependent Variable: RES2 (LSIP)
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -443.282 199.650 -2.220 .030
KURS .025 .014 .311 1.741 .087
SUKUBUNG
ABI
52.218 16.024 .990 3.259 .502
INFLASI -8.494 5.218 -.384 -1.628 .109
Lampiran 9. Hasil Uji Autokorelasi
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -3582.744 996.746 -3.594 .001
KURS .213 .074 .489 2.874 .555
SUKUBUNGABI 305.688 69.382 1.058 4.406 .323
INFLASI -17.296 22.372 -.126 -.773 .442
a. Dependent Variable: Unstandardized Residual (UNSP)
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -1345.088 1617.762 -.831 .409
KURS .096 .117 .156 .818 .416
SUKUBUN
GABI
120.085 126.534
.298
.949 .346
INFLASI 30.095 41.065 .176 .733 .466
a. Dependent Variable: Unstandardized Residual (SGRO)
Model Summaryb
Model
Change Statistics
Durbin-Watson R Square
Change F Change df1 df2 Sig. F Change
1 .322a 10.759 3 68 .000 1.613
a. Predictors: (Constant), INFLASI, NILAITUKAR, SUKUBUNGA
Model Summaryb
Model
Change Statistics
Durbin-Watson R Square
Change F Change df1 df2
Sig. F
Change
1 .403a 15.292 3 68 .000 1.619
a. Predictors: (Constant), INFLASI, KURS, SUKUBUNGABI
b. Dependent Variable: UNSP
Model Summaryb
Model
Change Statistics
Durbin-Watson R Square
Change F Change df1 df2 Sig. F Change
1 .264a 7.532 3 63 .000 1.751
a. Predictors: (Constant), INFLASI, KURS, SUKUBUNGABI
b. Dependent Variable: SGRO
Model Summaryb
Model
Change Statistics
Durbin-Watson R Square
Change F Change df1 df2 Sig. F Change
1 .100a 2.506 3 68 .066 1.885
a. Predictors: (Constant), INFLASI, KURS, SUKUBUNGABI
b. Dependent Variable: LSIP Model Summaryb
Model
Change Statistics
Durbin-Watson R Square
Change F Change df1 df2 Sig. F Change
1 .433a 15.808 3 62 .000 1.972
a. Predictors: (Constant), INFLASI, KURS, SUKUBUNGABI
piran
10. Hasil Uji Normalitas
Correlations
AALI NILAITUKAR SUKUBUNGA INFLASI
AALI Pearson Correlation 1 .560** -.490** -.307**
Sig. (2-tailed) 0.40 .000 .000 .009
N 72 72 72 72
NILAITUKAR Pearson Correlation .560** 1 -.783** -.403**
Sig. (2-tailed) .000 .000 .000
N 72 72 72 72
SUKUBUNGA Pearson Correlation -.490** -.783** 1 .761**
Sig. (2-tailed) .000 .000 .000
N 72 72 72 72
INFLASI Pearson Correlation -.307** -.403** .761** 1
Sig. (2-tailed) .009 .000 .000
N 72 72 72 72
**. Correlation is significant at the 0.01 level (2-tailed).
Correlations
LSIP INFLASI SUKUBUNGABI KURS
LSIP Pearson Correlation 1 .082 .194 -.306**
Sig. (2-tailed) 0.248 .0096 .003 .009
N 72 72 72 72
INFLASI Pearson Correlation .082 1 .761** -.403**
Sig. (2-tailed) .0096 .000 .000
N 72 72 72 72
SUKUBUNGABI Pearson Correlation .194 .761** 1 -.783**
Sig. (2-tailed) .003 .000 .000
N 72 72 72 72
KURS Pearson Correlation -.306** -.403** -.783** 1
Sig. (2-tailed) .009 .000 .000
N 72 72 72 72
Correlations
TBLA KURS
SUKUBUNGAB
I INFLASI
TBLA Pearson Correlation 1 .567** -.209 -.117
Sig. (2-tailed) .000 .092 .348
N 66 66 66 66
KURS Pearson Correlation .567** 1 -.783** -.403**
Sig. (2-tailed) .000 .000 .000
N 66 72 72 72
SUKUBUNGABI Pearson Correlation -.209 -.783** 1 .761**
Sig. (2-tailed) .092 .000 .000
N 66 72 72 72
INFLASI Pearson Correlation -.117 -.403** .761** 1
Sig. (2-tailed) .348 .000 .000
N 66 72 72 72
**. Correlation is significant at the 0.01 level (2-tailed). Correlations
UNSP KURS SUKUBUNGABI INFLASI
UNSP Pearson Correlation 1 -.378** .557** .289*
Sig. (2-tailed) .001 .000 .014
N 72 72 72 72
KURS Pearson Correlation -.378** 1 -.783** -.403**
Sig. (2-tailed) .001 .000 .000
N 72 72 72 72
SUKUBUNGABI Pearson Correlation .557** -.783** 1 .761**
Sig. (2-tailed) .000 .000 .000
N 72 72 72 72
INFLASI Pearson Correlation .289* -.403** .761** 1
Sig. (2-tailed) .014 .000 .000
N 72 72 72 72
**. Correlation is significant at the 0.01 level (2-tailed).
Correlations
SGRO KURS SUKUBUNGABI INFLASI
SGRO Pearson Correlation 1 .496** -.270* -.132
Sig. (2-tailed) .000 .027 .286
N 67 67 67 67
KURS Pearson Correlation .496** 1 -.783** -.403**
Sig. (2-tailed) .000 .000 .000
N 67 72 72 72
SUKUBUNGABI Pearson Correlation -.270* -.783** 1 .761**
Sig. (2-tailed) .027 .000 .000
N 67 72 72 72
INFLASI Pearson Correlation -.132 -.403** .761** 1
Sig. (2-tailed) .286 .000 .000
N 67 72 72 72
**. Correlation is significant at the 0.01 level (2-tailed).
